woman visualizing data on computer

CECL implementation loss rate analysis: understanding the ins and outs of CECL models

In response to the new current expected credit loss (CECL) requirements mandated for 2023, our team of Value Architects™ are working to help banking institutions navigate CECL implementation. The data requirements, multiple methodologies, forecast considerations and validation needs can be extensive and intimidating, and institutions

Watch a recording of our third webinar in our CECL series during which Baker Tilly’s Ivan Cilik, Matt Nitka and Sean Statz discussed best practices in implementing a loss rate analysis. This webinar will help you understand the loss rate analysis process and how you can use current processes and systems to aid in your CECL implementation efforts.

Learning objectives:
  • CECL methods and how to determine which approach is right for your institution
  • Key steps in implementing the loss rate analysis
  • Data requirements needed to support LRA
  • LRA demonstration
  • Future limitations, shortfalls and benefits of this method
  • Best practices in validating this model
Ivan Cilik
Matt J. Nitka
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